Ghosh, Mrinal K.Arapostathis, AristotleMarcus, Steven I.We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost surely optimal for the pathwise average cost over the infinite planning horizon.en-USlinear systemsstochastic systemsintelligent servohybrid systemsSystems Integration MethodologyTechnical Report